BVT Put 130 ALB 20.09.2024
/ DE000VM7SAW9
BVT Put 130 ALB 20.09.2024/ DE000VM7SAW9 /
| 2024-06-04 8:23:26 AM |
Chg.+0.08 |
Bid10:26:37 AM |
Ask10:26:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
+5.10% |
1.65
Bid Size: 13,000 |
1.68
Ask Size: 13,000 |
Albemarle Corporatio... |
130.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7SAW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.47 |
| Parity: |
0.84 |
| Time value: |
0.79 |
| Break-even: |
102.89 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
0.62% |
| Delta: |
-0.54 |
| Theta: |
-0.05 |
| Omega: |
-3.64 |
| Rho: |
-0.22 |
Quote data
| Open: |
1.65 |
| High: |
1.65 |
| Low: |
1.65 |
| Previous Close: |
1.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.06% |
| 1 Month |
|
|
+3.13% |
| 3 Months |
|
|
+15.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.33 |
| 1M High / 1M Low: |
1.58 |
1.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
